+203.0%
AMAT vs MMM
+105.0%
+98.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -3.3% | +1.8% | -0.3% |
| 30D | -14.8% | -7.0% | -7.8% | -12.5% |
| 3M | -9.3% | +10.8% | -20.1% | -12.6% |
| 6M | +27.4% | +5.8% | +21.6% | +24.5% |
| YTD | +77.6% | +6.8% | +70.8% | +72.4% |
| 1Y | +188.9% | +10.4% | +178.6% | +176.6% |
| All | +203.0% | +105.0% | +98.1% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling